Hello, can someone explain how to set up the ONE STEP SYSTEM GMM in the Dynamic Panel choice in STATA?
Those are my variables :

y= ROA

x=ASSETQ ASSETST CAPSTR CRED DEP EFFIC LIQ SIZE REP DIVRSF SYSTEMR CONC MCGDP SMVOL BLGDP BAGDP BAMC CAR PROD TAX DEREG CRISIS RGDP INFL MONMR LTR FEDFR PRIMR UNEMPL

Until SYSTEMR those are Bank specific variables with missing values. The rest are Industry-specific and Macroeconomic meaning that their values repeat every year for all N. DEREG and CRISIS are Dummy which take 0 or 1. From those PROD and TAX are excluded since they are differing in values like Bank Specific.

What do I need to set up in the : Model, Pretedermined and Endogenous pages? In particular which variables and if and how many lags for each?